On Thu, Aug 27, 2009 at 6:27 PM, Eugene Kononov <[email protected]>wrote:

> Another concern that I have with the raw data recorder is the real time
> performance. It's my estimate that if JBT is running with 3 different
> instruments, the raw data recorder would have to record approximately 210
> lines every second. Florent, have you tested it under this load? Does it
> interfere with the JBT general operations?


My raw recorder was running all the time with 3 tickers. I never measured
the impact in term of performance but I don't think it would be huge. A good
unit test candidate would be a one that measure the raw recorder performance
but hey we are not flash traders and if your strategy require to trade under
the second it will never be a good option to choose the
JBT->TWS->internet->IB platform.

-- 
Florent,

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